sandia_sgmgg, a C++ code which contains some experimental code for the investigation of sparse grids constructed in a generalized fashion, in which the set of indices corresponding to a sparse grid is chosen in a generalized way, rather than being defined by a linear constraint.


The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.


sandia_sgmgg is available in a C++ version and a Fortran90 version and a MATLAB version.

Related Data and Programs:


sandia_rules, a C++ library which produces 1D quadrature rules of Chebyshev, Clenshaw Curtis, Fejer 2, Gegenbauer, generalized Hermite, generalized Laguerre, Hermite, Jacobi, Laguerre, Legendre and Patterson types.

sgmga, a C++ library which creates sparse grids based on a mixture of 1D quadrature rules, allowing anisotropic weights for each dimension.


  1. Thomas Gerstner, Michael Griebel,
    Dimension-adaptive tensor-product quadrature,
    Volume 71, Number 1, August 2003, pages 65-87.

Source Code:

Last revised on 15 January 2023.